Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538013.566 | 528139.5273 | 9874.0387 | -45472.4838 | 130554.4282 | -176026.912 |
Total P&L (%) | 538.0136 | 528.1395 | 9.874 | -45.4725 | 130.5544 | -176.0269 |
Avg Daily Profit (%) | 0.3354 | 0.3292 | 0.0062 | -0.0378 | 0.0521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159588 | -95382 | -130650 | -166703 | -88887 | -223019 |
Profit Factor | 1.5124 | 1.9976 | 1.019 | 0.9433 | 1.3616 | 0.6009 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 42.2619 | 36.9048 | 47.619 | 42.2619 | 36.9048 | 47.619 |
Ratio Avg Win / Avg Loss | 2.0663 | 3.4153 | 1.1209 | 1.2887 | 2.3279 | 0.6609 |
Largest Winning Trade | 409227 | 409227 | 57096 | 152791 | 152791 | 27853 |
Largest Losing Trade | -50904 | -39688 | -50904 | -60205 | -32627 | -60205 |
Avg Bars in Trades | 112 | 102 | 122 | 112 | 102 | 122 |
Avg Bars in Winners | 143 | 139 | 146 | 143 | 139 | 146 |
Avg Bars in Losers | 89 | 81 | 100 | 89 | 81 | 100 |
Bars Traded | 18916 | 8627 | 10289 | 18916 | 8627 | 10289 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344119 | 270579 | -551293 | -581240 | -127206 | -582033 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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